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Journal of the Royal Statistical Society Series B

1997 - 2019

Current editor(s): P. Fryzlewicz and I. Van Keilegom

From Royal Statistical Society
Contact information at EDIRC.

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Volume 81, issue 5, 2019

On choosing mixture components via non‐local priors pp. 809-837 Downloads
Jairo Fúquene, Mark Steel and David Rossell
Fused density estimation: theory and methods pp. 839-860 Downloads
Robert Bassett and James Sharpnack
Non‐parametric cure rate estimation under insufficient follow‐up by using extremes pp. 861-880 Downloads
Mikael Escobar‐Bach and Ingrid Van Keilegom
On the design of experiments with ordered treatments pp. 881-900 Downloads
Satya Prakash Singh and Ori Davidov
Tensor graphical lasso (TeraLasso) pp. 901-931 Downloads
Kristjan Greenewald, Shuheng Zhou and Alfred Hero

Volume 81, issue 4, 2019

High dimensional linear discriminant analysis: optimality, adaptive algorithm and missing data pp. 675-705 Downloads
T. Tony Cai and Linjun Zhang
Signal classification for the integrative analysis of multiple sequences of large‐scale multiple tests pp. 707-734 Downloads
Dongdong Xiang, Sihai Dave Zhao and T. Tony Cai
Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap pp. 735-761 Downloads
Qingyuan Zhao, Dylan S. Small and Bhaswar B. Bhattacharya
MALMEM: model averaging in linear measurement error models pp. 763-779 Downloads
Xinyu Zhang, Yanyuan Ma and Raymond J. Carroll
Dynamic shrinkage processes pp. 781-804 Downloads
Daniel R. Kowal, David S. Matteson and David Ruppert
Corrigendum: Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes pp. 805-806 Downloads
Justin Chown and Ursula U. Müller

Volume 81, issue 3, 2019

Robust causal structure learning with some hidden variables pp. 459-487 Downloads
Benjamin Frot, Preetam Nandy and Marloes H. Maathuis
Scalable importance tempering and Bayesian variable selection pp. 489-517 Downloads
Giacomo Zanella and Gareth Roberts
Computer model calibration with confidence and consistency pp. 519-545 Downloads
Matthew Plumlee
Post‐selection estimation and testing following aggregate association tests pp. 547-573 Downloads
Ruth Heller, Amit Meir and Nilanjan Chatterjee
A general asymptotic framework for distribution‐free graph‐based two‐sample tests pp. 575-602 Downloads
Bhaswar B. Bhattacharya
Intrinsic Gaussian processes on complex constrained domains pp. 603-627 Downloads
Mu Niu, Pokman Cheung, Lizhen Lin, Zhenwen Dai, Neil Lawrence and David Dunson
Lack‐of‐fit tests for quantile regression models pp. 629-648 Downloads
Chen Dong, Guodong Li and Xingdong Feng
Narrowest‐over‐threshold detection of multiple change points and change‐point‐like features pp. 649-672 Downloads
Rafal Baranowski, Yining Chen and Piotr Fryzlewicz

Volume 81, issue 2, 2019

Covariate‐assisted ranking and screening for large‐scale two‐sample inference pp. 187-234 Downloads
T. Tony Cai, Wenguang Sun and Weinan Wang
Approximate Bayesian computation with the Wasserstein distance pp. 235-269 Downloads
Espen Bernton, Pierre E. Jacob, Mathieu Gerber and Christian P. Robert
Clustering functional data into groups by using projections pp. 271-304 Downloads
Aurore Delaigle, Peter Hall and Tung Pham
A general framework for quantile estimation with incomplete data pp. 305-333 Downloads
Peisong Han, Linglong Kong, Jiwei Zhao and Xingcai Zhou
Construction of row–column factorial designs pp. 335-360 Downloads
J. D. Godolphin
Hypoelliptic diffusions: filtering and inference from complete and partial observations pp. 361-384 Downloads
Susanne Ditlevsen and Adeline Samson
Multiple influential point detection in high dimensional regression spaces pp. 385-408 Downloads
Junlong Zhao, Chao Liu, Lu Niu and Chenlei Leng
Semiparametric model for bivariate survival data subject to biased sampling pp. 409-429 Downloads
Jin Piao, Jing Ning and Yu Shen
Statistical inference for the population landscape via moment‐adjusted stochastic gradients pp. 431-456 Downloads
Tengyuan Liang and Weijie J. Su

Volume 81, issue 1, 2019

Report of the Editors—2018 pp. 3-4 Downloads
David Dunson and Simon Wood
Moment conditions and Bayesian non‐parametrics pp. 5-43 Downloads
Luke Bornn, Neil Shephard and Reza Solgi
Multiple testing with the structure‐adaptive Benjamini–Hochberg algorithm pp. 45-74 Downloads
Ang Li and Rina Foygel Barber
An omnibus non‐parametric test of equality in distribution for unknown functions pp. 75-99 Downloads
Alex Luedtke, Marco Carone and Mark J. van der Laan
Characterization of c‐, L‐ and ϕk‐optimal designs for a class of non‐linear multiple‐regression models pp. 101-120 Downloads
Dennis Schmidt
Robust causal inference with continuous instruments using the local instrumental variable curve pp. 121-143 Downloads
Edward H. Kennedy, Scott Lorch and Dylan S. Small
On cross‐validation for sparse reduced rank regression pp. 145-161 Downloads
Yiyuan She and Hoang Tran
Deterministic parallel analysis: an improved method for selecting factors and principal components pp. 163-183 Downloads
Edgar Dobriban and Art B. Owen

Volume 80, issue 5, 2018

The correlated pseudomarginal method pp. 839-870 Downloads
George Deligiannidis, Arnaud Doucet and Michael K. Pitt
Random‐walk models of network formation and sequential Monte Carlo methods for graphs pp. 871-898 Downloads
Benjamin Bloem‐Reddy and Peter Orbanz
An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond pp. 899-926 Downloads
Faming Liang, Bochao Jia, Jingnan Xue, Qizhai Li and Ye Luo
Multiple matrix Gaussian graphs estimation pp. 927-950 Downloads
Yunzhang Zhu and Lexin Li
Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes pp. 951-974 Downloads
Justin Chown and Ursula U. Müller
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity pp. 975-993 Downloads
Yao Zheng, Qianqian Zhu, Guodong Li and Zhijie Xiao
Full likelihood inference for abundance from continuous time capture–recapture data pp. 995-1014 Downloads
Yang Liu, Yukun Liu, Pengfei Li and Jing Qin
False discovery rate control for high dimensional networks of quantile associations conditioning on covariates pp. 1015-1034 Downloads
Jichun Xie and Ruosha Li
On mitigating the analytical limitations of finely stratified experiments pp. 1035-1056 Downloads
Colin B. Fogarty
Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow pp. 1057-1086 Downloads
Kean Ming Tan, Zhaoran Wang, Han Liu and Tong Zhang
Bayesian regression tree ensembles that adapt to smoothness and sparsity pp. 1087-1110 Downloads
Antonio R. Linero and Yun Yang

Volume 80, issue 4, 2018

Approximate residual balancing: debiased inference of average treatment effects in high dimensions pp. 597-623 Downloads
Susan Athey, Guido W. Imbens and Stefan Wager
Semiparametrically efficient estimation in quantile regression of secondary analysis pp. 625-648 Downloads
Liang Liang, Yanyuan Ma, Ying Wei and Raymond J. Carroll
AdaPT: an interactive procedure for multiple testing with side information pp. 649-679 Downloads
Lihua Lei and William Fithian
Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects pp. 681-702 Downloads
Chengchun Shi, Rui Song, Wenbin Lu and Bo Fu
Estimated Wold representation and spectral‐density‐driven bootstrap for time series pp. 703-726 Downloads
Jonas Krampe, Jens‐Peter Kreiss and Efstathios Paparoditis
Bayesian inference for Gaussian graphical models beyond decomposable graphs pp. 727-747 Downloads
Kshitij Khare, Bala Rajaratnam and Abhishek Saha
Auxiliary gradient‐based sampling algorithms pp. 749-767 Downloads
Michalis K. Titsias and Omiros Papaspiliopoulos
Modelling non‐stationary multivariate time series of counts via common factors pp. 769-791 Downloads
Fangfang Wang and Haonan Wang
Confidence intervals for causal effects with invalid instruments by using two‐stage hard thresholding with voting pp. 793-815 Downloads
Zijian Guo, Hyunseung Kang, T. Tony Cai and Dylan S. Small
Asymptotic properties and information criteria for misspecified generalized linear mixed models pp. 817-836 Downloads
Dalei Yu, Xinyu Zhang and Kelvin K. W. Yau

Volume 80, issue 3, 2018

Testing mutual independence in high dimension via distance covariance pp. 455-480 Downloads
Shun Yao, Xianyang Zhang and Xiaofeng Shao
Random networks, graphical models and exchangeability pp. 481-508 Downloads
Steffen Lauritzen, Alessandro Rinaldo and Kayvan Sadeghi
Detecting and dating structural breaks in functional data without dimension reduction pp. 509-529 Downloads
Alexander Aue, Gregory Rice and Ozan Sönmez
Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables pp. 531-550 Downloads
Linbo Wang and Eric Tchetgen Tchetgen
Panning for gold: ‘model†X’ knockoffs for high dimensional controlled variable selection pp. 551-577 Downloads
Emmanuel Candès, Yingying Fan, Lucas Janson and Jinchi Lv
Semi†supervised approaches to efficient evaluation of model prediction performance pp. 579-594 Downloads
Jessica L. Gronsbell and Tianxi Cai

Volume 80, issue 2, 2018

Estimation of tail risk based on extreme expectiles pp. 263-292 Downloads
Abdelaati Daouia, Stéphane Girard and Gilles Stupfler
On structure testing for component covariance matrices of a high dimensional mixture pp. 293-318 Downloads
Weiming Li and Jianfeng Yao
From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach pp. 319-342 Downloads
Mark Koudstaal and Fang Yao
Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data pp. 343-364 Downloads
Honglang Wang, Ping†Shou Zhong, Yuehua Cui and Yehua Li
A block model for node popularity in networks with community structure pp. 365-386 Downloads
Srijan Sengupta and Yuguo Chen
Matrix variate regressions and envelope models pp. 387-408 Downloads
Shanshan Ding and R. Dennis Cook
Semiparametric dynamic max†copula model for multivariate time series pp. 409-432 Downloads
Zifeng Zhao and Zhengjun Zhang
Testing for marginal linear effects in quantile regression pp. 433-452 Downloads
Huixia Judy Wang, Ian W. McKeague and Min Qian

Volume 80, issue 1, 2018

Report of the Editors—2017 pp. 3-4 Downloads
David Dunson and Piotr Fryzlewicz
Kernel†based tests for joint independence pp. 5-31 Downloads
Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf and Jonas Peters
Statistical inference based on randomly generated auxiliary variables pp. 33-56 Downloads
Barry Schouten
High dimensional change point estimation via sparse projection pp. 57-83 Downloads
Tengyao Wang and Richard J. Samworth
Optimal a priori balance in the design of controlled experiments pp. 85-112 Downloads
Nathan Kallus
Goodness†of†fit tests for high dimensional linear models pp. 113-135 Downloads
Rajen D. Shah and Peter Bühlmann
False discovery proportion estimation by permutations: confidence for significance analysis of microarrays pp. 137-155 Downloads
Jesse Hemerik and Jelle J. Goeman
Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes pp. 157-175 Downloads
Flávio B. Gonçalves and Dani Gamerman
Another look at distance†weighted discrimination pp. 177-198 Downloads
Boxiang Wang and Hui Zou
Expectation propagation in the large data limit pp. 199-217 Downloads
Guillaume Dehaene and Simon Barthelmé
Inference for empirical Wasserstein distances on finite spaces pp. 219-238 Downloads
Max Sommerfeld and Axel Munk
A geometric approach to confidence regions and bands for functional parameters pp. 239-260 Downloads
Hyunphil Choi and Matthew Reimherr
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